EBA欧洲银行-Barclays-2016_2页_173kb
报告摘要
Barclays General Bank Data Summary
Core Information
| Item |
Description |
Value |
| Country Code |
|
GB |
| Bank Name |
|
Barclays |
| Reporting Date |
|
2016-12-31 |
| Reporting Currency |
|
GBP |
| Submission Date |
|
2017-05-05 |
| Reporting Unit |
|
1,000,000 |
| Accounting Standard |
|
IFRS |
| Date of Public Disclosure |
|
2017-04-28 |
| Language of Public Disclosure |
|
English |
| Web Address of Public Disclosure |
|
https://www.home.barclays/content/dam/barclavspublic/doc |
Total Exposures
| Item |
Description |
Amount |
| Counterparty Exposure of Derivatives Contracts |
|
33,253 |
| Capped Notional Amount of Credit Derivatives |
|
12,055 |
| Potential Future Exposure of Derivative Contracts |
|
136,170 |
| Adjusted Gross Value of SFTs |
|
76,617 |
| Counterparty Exposure of SFTs |
|
29,339 |
| Other Assets |
|
733,706 |
| Items subject to 0% CCF |
|
152,717 |
| Items subject to 20% CCF |
|
23,995 |
| Items subject to 50% CCF |
|
148,493 |
| Items subject to 100% CCF |
|
24,949 |
| Regulatory Adjustments |
|
14,832 |
| Total Exposures Indicator |
(Total exposures prior to regulatory adjustments) |
1,140,406 |
Interconnectedness Indicators
Intra-Financial System Assets
| Item |
Description |
Amount |
| Funds deposited with or lent to other financial institutions |
|
48,238 |
| Certificates of deposit |
|
672 |
| Unused portion of committed lines extended to other financial institutions |
|
28,887 |
| Holdings of securities issued by other financial institutions |
|
|
| - Secured debt securities |
|
2,694 |
| - Senior unsecured debt securities |
|
17,449 |
| - Subordinated debt securities |
|
401 |
| - Commercial paper |
|
473 |
| - Equity securities |
|
12,690 |
| - Offsetting short positions in relation to equity securities |
|
0 |
| Net positive current exposure of SFTs |
|
10,574 |
| Over-the-counter derivatives with net positive fair value |
|
|
| - Net positive fair value |
|
10,577 |
| - Potential future exposure |
|
53,326 |
| Intra-Financial System Assets Indicator |
(Sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)) |
185,309 |
Intra-Financial System Liabilities
| Item |
Description |
Amount |
| Funds deposited by or borrowed from other financial institutions |
|
|
| - Deposits due to depository institutions |
|
13,006 |
| - Deposits due to non-depository financial institutions |
|
89,004 |
| - Loans obtained from other financial institutions |
|
0 |
| Unused portion of committed lines obtained from other financial institutions |
|
0 |
| Net negative current exposure of SFTs |
|
18,441 |
| Over-the-counter derivatives with net negative fair value |
|
|
| - Net negative fair value |
|
15,633 |
| - Potential future exposure |
|
55,010 |
| Intra-Financial System Liabilities Indicator |
(Sum of items 4.a.(1) through 4.d.(2)) |
191,095 |
Securities Outstanding
| Item |
Description |
Amount |
| Secured debt securities |
|
17,833 |
| Senior unsecured debt securities |
|
62,204 |
| Subordinated debt securities |
|
24,319 |
| Commercial paper |
|
690 |
| Certificates of deposit |
|
26,887 |
| Common equity |
|
37,904 |
| Preferred shares and other subordinated funding |
|
11,837 |
| Securities Outstanding Indicator |
(Sum of items 5.a through 5.g) |
181,674 |
Substitutability/Financial Institution Infrastructure Indicators
Payments Made in the Reporting Year (excluding intragroup payments)
| Currency |
Amount |
| AUD |
534,639 |
| BRL |
558 |
| CAD |
741,108 |
| CHF |
805,032 |
| CNY |
610,924 |
| EUR |
3,947,343 |
| GBP |
10,586,233 |
| HKD |
980,413 |
| INR |
11,019 |
| JPY |
8,128,081 |
| SEK |
185,426 |
| USD |
11,332,266 |
| Payments Activity Indicator |
(Sum of items 6.a through 6.i) |
Assets Under Custody
| Item |
Description |
Amount |
| Assets under custody indicator |
|
119,285 |
Underwritten Transactions in Debt and Equity Markets
| Item |
Description |
Amount |
| Equity underwriting activity |
|
15,418 |
| Debt underwriting activity |
|
238,158 |
| Underwriting Activity Indicator |
(Sum of items 8.a and 8.b) |
253,577 |
Complexity Indicators
Notional Amount of Over-the-Counter (OTC) Derivatives
| Item |
Description |
Amount |
| OTC derivatives cleared through a central counterparty |
|
13,111,340 |
| OTC derivatives settled bilaterally |
|
12,894,822 |
| OTC Derivatives Indicator |
(Sum of items 9.a and 9.b) |
26,006,162 |
Trading and Available-for-Sale Securities
| Item |
Description |
Amount |
| Held-for-trading securities (HFT) |
|
104,067 |
| Available-for-sale securities (AFS) |
|
63,111 |
| Trading and AFS securities that meet Level 1 assets definition |
|
71,436 |
| Trading and AFS securities that meet Level 2 assets definition, with haircuts |
|
19,785 |
| Trading and AFS Securities Indicator |
(Sum of items 10.a and 10.b, minus the sum of 10.c and 10.d) |
75,957 |
Level 3 Assets
| Item |
Description |
Amount |
| Level 3 assets indicator |
(Assets valued using Level 3 measurement inputs) |
21,811 |
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
| Item |
Description |
Amount |
| Cross-jurisdictional claims indicator |
(Total foreign claims on an ultimate risk basis) |
628,954 |
Cross-Jurisdictional Liabilities
| Item |
Description |
Amount |
| Foreign liabilities (excluding derivatives and local liabilities in local currency) |
|
478,859 |
| Any foreign liabilities to related offices included in item 13.a |
|
201,851 |
| Local liabilities in local currency (excluding derivatives activity) |
|
207,269 |
| Cross-Jurisdictional Liabilities Indicator |
(Sum of items 13.a and 13.b, minus 13.a.(1)) |
484,277 |
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