EBA欧洲银行-Swedbank-2016_2页_173kb
报告摘要
Swedbank General Bank Data Summary
General Information
Swedbank is a Global Systemically Important Bank (GSIB) with the following details:
- Country Code: SE
- Bank Name: Swedbank
- Reporting Date: 2016-12-31
- Reporting Currency: SEK (Swedish krona)
- Submission Date: 2017-04-07
The bank provides its public disclosure in English and the web address is:
https://www.swedbank.se/om-swedbank/investor-relations/tl
- Reporting Unit: 1,000
- Accounting Standard: IFRS (International Financial Reporting Standards)
Size Indicator
Total Exposures
Swedbank's total exposures prior to regulatory adjustments are calculated as follows:
- Derivatives Counterparty Exposure: 35,020,595
- Capped Notional Amount of Credit Derivatives: 573,882
- Potential Future Exposure of Derivatives: 29,037,765
- Securities Financing Transactions (SFTs):
- Adjusted Gross Value: 54,215,508
- Counterparty Exposure: 18,603,658
- Other Assets: 1,856,965,467
- Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 28,494,350
- 20% CCF: 75,012,235
- 50% CCF: 195,496,900
- 100% CCF: 7,926,061
- Regulatory Adjustments: 19,763,909
Total Exposures Indicator: 2,117,943,268
Interconnectedness Indicators
Intra-Financial System Assets
Swedbank's intra-financial system assets include:
- Funds Deposited with or Lent to Other Financial Institutions:
- Certificates of Deposit: 36,693,594
- Unused Portion of Committed Lines Extended to Other Financial Institutions: 6,252,923
- Holdings of Securities Issued by Other Financial Institutions:
- Secured Debt Securities: 16,012,686
- Senior Unsecured Debt Securities: 52,098,295
- Subordinated Debt Securities: 172,644
- Commercial Paper: 474,558
- Equity Securities: 85,981,933
- Offsetting Short Positions: 32,963
- Net Positive Current Exposure of SFTs with Other Financial Institutions: 373,402
- Over-the-Counter Derivatives with Net Positive Fair Value:
- Net Positive Fair Value: 4,306,572
- Potential Future Exposure: 13,551,470
Intra-Financial System Assets Indicator: 215,885,114
Intra-Financial System Liabilities
Swedbank's intra-financial system liabilities include:
- Funds Deposited by or Borrowed from Other Financial Institutions:
- Deposits due to depository institutions: 48,458,883
- Deposits due to non-depository financial institutions: 63,106,984
- Loans obtained from other financial institutions: 178,517
- Unused Portion of Committed Lines Obtained from Other Financial Institutions: 3,482
- Net Negative Current Exposure of SFTs with Other Financial Institutions: 105,480
- Over-the-Counter Derivatives with Net Negative Fair Value:
- Net Negative Fair Value: 4,429,610
- Potential Future Exposure: 7,410,046
Intra-Financial System Liabilities Indicator: 123,693,002
Securities Outstanding
Swedbank's securities outstanding include:
- Secured Debt Securities: 564,231,195
- Senior Unsecured Debt Securities: 166,234,291
- Subordinated Debt Securities: 27,279,250
- Commercial Paper: 15,029,651
- Certificates of Deposit: 102,211,517
- Common Equity: 246,075,788
- Preferred Shares and Subordinated Funding: 0
Securities Outstanding Indicator: 1,121,061,692
Substitutability/Financial Institution Infrastructure Indicators
Payments Made in the Reporting Year
Swedbank's payments (excluding intragroup payments) in various currencies include:
- Australian Dollars (AUD): 66,746,380
- Brazilian Real (BRL): 0
- Canadian Dollars (CAD): 208,238,403
- Swiss Francs (CHF): 2,290,886,986
- Chinese Yuan (CNY): 158,384,385
- Euros (EUR): 6,219,820,864
- British Pounds (GBP): 751,568,638
- Hong Kong Dollars (HKD): 75,378,953
- Indian Rupee (INR): 47,048
- Japanese Yen (JPY): 179,487,521
- Swedish Krona (SEK): 12,341,927,673
- United States Dollars (USD): 54,754,491,820
Payments Activity Indicator: 77,046,978,671
Assets Under Custody
- Assets Under Custody Indicator: 1,764,329,572
Underwritten Transactions in Debt and Equity Markets
- Equity Underwriting Activity: 3,603,850
- Debt Underwriting Activity: 0
- Underwriting Activity Indicator: 3,603,850
Complexity Indicators
Notional Amount of Over-the-Counter (OTC) Derivatives
- OTC Derivatives Cleared through a Central Counterparty: 3,884,490,889
- OTC Derivatives Settled Bilaterally: 3,087,182,056
- OTC Derivatives Indicator (Total): 6,971,672,945
Trading and Available-for-Sale Securities
- Held-for-Trading Securities (HFT): 117,359,076
- Available-for-Sale Securities (AFS): 16,579
- Level 1 Assets (HFT and AFS): 40,168,479
- Level 2 Assets (HFT and AFS with Haircuts): 47,423,534
- Trading and AFS Securities Indicator: 29,783,642
Level 3 Assets
- Level 3 Assets Indicator: 223,157
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
- Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 174,179,886
Cross-Jurisdictional Liabilities
- Foreign Liabilities (excluding derivatives and local liabilities in local currency): 132,092,038
- Foreign liabilities to related offices: 48,277,004
- Local Liabilities in Local Currency (excluding derivatives activity): 241,762,914
- Cross-Jurisdictional Liabilities Indicator: 325,577,948
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