EBA欧洲银行-SEB-2018_2页_182kb

SEB Summary Report

Core Information

• Bank Name: SEB
• Reporting Date: 2018-12-31
• Submission Date: 2019-04-04
• Reporting Currency: SEK
• Euro Conversion Rate: 0,09751531
• Public Disclosure Date: 2019-04-30
• Language of Public Disclosure: English
• Web Address: http://sebgroup.com/investor-relations/financial-statements/q-sib-

General Information

• Reporting Unit: 1 000
• Accounting Standard: IFRS

Size Indicator

• Counterparty Exposure of Derivatives Contracts: 60,813,598
• Capped Notional Amount of Credit Derivatives: 10,609,106
• Potential Future Exposure of Derivative Contracts: 72,838,417
• Adjusted Gross Value of SFTs: 146,470,416
• Counterparty Exposure of SFTs: 5,301,032
• Other Assets: 2,073,223,395
• Items subject to a 0% CCF: 16,333,948
• Items subject to a 20% CCF: 129,402,182
• Items subject to a 50% CCF: 509,963,573
• Items subject to a 100% CCF: 179,862,202
• Regulatory Adjustments: 7,837,525
• Total Exposures Indicator (Prior to Regulatory Adjustments): 2,831,613,783.70

Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 115,657,794
  • Certificates of deposit: 0
• Unused portion of committed lines extended to other financial institutions: 33,097,641
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 38,280,454
  • Senior unsecured debt securities: 26,660,715
  • Subordinated debt securities: 0
  • Commercial paper: 0
  • Equity securities: 30,636,170
  • Offsetting short positions in equity securities: 10,513,798
• Net positive current exposure of SFTs with other financial institutions: 19,395,192
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 1,517,249
  • Potential future exposure: 14,920,821
• Intra-Financial System Assets Indicator: 269,652,237

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 59,980,647
  • Deposits due to non-depository financial institutions: 244,935,804
  • Loans obtained from other financial institutions: 0
• Unused portion of committed lines obtained from other financial institutions: 300,000
• Net negative current exposure of SFTs with other financial institutions: 11,238,891
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 2,424,913
  • Potential future exposure: 13,173,624
• Intra-Financial System Liabilities Indicator: 332,053,879

Securities Outstanding

• Secured debt securities: 334,682,586
• Senior unsecured debt securities: 346,425,908
• Subordinated debt securities: 34,231,454
• Commercial paper: 31,305,310
• Certificates of deposit: 111,122,299
• Common equity: 188,970,603
• Preferred shares and other subordinated funding: 0
• Securities Outstanding Indicator: 1,046,738,160

Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (Excluding Intragroup Payments)

• Australian dollars (AUD): 329,578,384
• Brazilian real (BRL): 1,107
• Canadian dollars (CAD): 771,136,361
• Swiss francs (CHF): 2,279,590,205
• Chinese yuan (CNY): 793,311,625
• Euros (EUR): 24,822,518,227
• British pounds (GBP): 2,885,389,381
• Hong Kong dollars (HKD): 145,053,295
• Indian rupee (INR): 4,935,851
• Japanese yen (JPY): 775,425,214
• Mexican pesos (MXN): 90,806,901
• Swedish krona (SEK): 27,870,423,716
• United States dollars (USD): 134,782,257,224
• Payments Activity Indicator: 195,550,427,491

Assets Under Custody Indicator

• Assets under custody: 7,733,717,720

Underwriting Activity

• Equity underwriting activity: 871,658
• Debt underwriting activity: 163,420,493
• Underwriting Activity Indicator: 164,292,151

Complexity Indicators

Notional Amount of Over-the-Counter (OTC) Derivatives

• OTC derivatives cleared through a central counterparty: 10,228,683,845
• OTC derivatives settled bilaterally: 8,095,706,155
• OTC Derivatives Indicator: 18,324,390,000

Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 165,319,274
• Available-for-sale securities (AFS): 17,536,177
• Trading and AFS securities that meet Level 1 assets definition: 88,612,410
• Trading and AFS securities that meet Level 2 assets definition (with haircuts): 8,182,819
• Trading and AFS Securities Indicator: 86,060,222

Level 3 Assets Indicator

• Level 3 assets (Assets valued using Level 3 measurement inputs): 3,336,378

Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 1,101,072,335

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 1,942,984,154
  • Any foreign liabilities to related offices included in item 13.a: 106,813,570
• Local liabilities in local currency (excluding derivatives activity): 159,599,468
• Cross-Jurisdictional Liabilities Indicator: 1,995,770,051