EBA欧洲银行-Bayern-LB-2016_2页_173kb
报告摘要
BayernLB General Bank Data Summary
Core Information
| Item | Description | Value |
|---|---|---|
| Country Code | - | DE |
| Bank Name | - | BayernLB |
| Reporting Date | - | 2016-12-31 |
| Reporting Currency | - | EUR |
| Submission Date | - | 2017-05-05 |
| Reporting Unit | - | 1,000 |
| Accounting Standard | - | IFRS |
| Date of Public Disclosure | - | 2017-04-25 |
| Language of Public Disclosure | - | German |
| Web Address of Public Disclosure | - | [https://www.bayernlb.de/internet/media/de/ir/downloads 1/fr](https://www.bayernlb.de/internet/media/de/ir/downloads 1/fr) |
Total Exposures
Derivatives
- Counterparty exposure of derivatives contracts: 6,337,001
- Capped notional amount of credit derivatives: 47,433
- Potential future exposure of derivative contracts: 4,550,214
Securities Financing Transactions (SFTs)
- Adjusted gross value of SFTs: 4,208,125
- Counterparty exposure of SFTs: 144,294
Other Assets
- Other assets: 190,946,153
Gross Notional Amount of Off-Balance Sheet Items
- Items subject to 0% CCF: 21,853,478
- Items subject to 20% CCF: 3,270,676
- Items subject to 50% CCF: 28,820,392
- Items subject to 100% CCF: 3,974,682
Regulatory Adjustments
- Regulatory adjustments: 0
Total Exposures Indicator
- Total exposures prior to regulatory adjustments: 227,457,581
Interconnectedness Indicators
Intra-Financial System Assets
- Funds deposited with or lent to other financial institutions: 29,214,344
- Unused portion of committed lines extended to other financial institutions: 7,138,147
- Holdings of securities issued by other financial institutions:
- Secured debt securities: 7,399,332
- Senior unsecured debt securities: 2,349,123
- Subordinated debt securities: 0
- Commercial paper: 0
- Equity securities: 835,782
- Offsetting short positions in relation to equity securities: 134,757
- Net positive current exposure of SFTs with other financial institutions: 166,636
- Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 2,944,205
- Potential future exposure: 2,972,929
- Intra-financial system assets indicator: 52,885,741
Intra-Financial System Liabilities
- Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 53,701,978
- Deposits due to non-depository financial institutions: 26,391,942
- Loans obtained from other financial institutions: 29,214,344
- Unused portion of committed lines obtained from other financial institutions: 268,034
- Net negative current exposure of SFTs with other financial institutions: 3,969,226
- Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 2,025,261
- Potential future exposure: 1,008,092
- Intra-financial system liabilities indicator: 116,578,877
Securities Outstanding
- Secured debt securities: 16,681,853
- Senior unsecured debt securities: 19,368,691
- Subordinated debt securities: 2,146,769
- Commercial paper: 3,579,839
- Certificates of deposit: 2,733,485
- Common equity: 0
- Preferred shares and other subordinated funding: 0
- Securities outstanding indicator: 44,510,637
Substitutability/Financial Institution Infrastructure Indicators
Payments Made in the Reporting Year (Excluding Intragroup Payments)
- Australian dollars (AUD): 4,264,644
- Brazilian real (BRL): 0
- Canadian dollars (CAD): 39,186,551
- Swiss francs (CHF): 31,530,050
- Chinese yuan (CNY): 8,487,920
- Euros (EUR): 1,163,306,046
- British pounds (GBP): 144,759,209
- Hong Kong dollars (HKD): 1,808,495
- Indian rupee (INR): 711
- Japanese yen (JPY): 7,406,292
- Swedish krona (SEK): 5,870,188
- United States dollars (USD): 549,295,899
- Payments activity indicator: 1,955,916,005
Assets Under Custody
- Assets under custody indicator: 89,008,591
Underwritten Transactions in Debt and Equity Markets
- Equity underwriting activity: 0
- Debt underwriting activity: 9,686,327
- Underwriting activity indicator: 9,686,327
Complexity Indicators
Notional Amount of Over-the-Counter (OTC) Derivatives
- OTC derivatives cleared through a central counterparty: 700,663,070
- OTC derivatives settled bilaterally: 376,064,943
- OTC derivatives indicator: 1,076,728,013
Trading and Available-for-Sale Securities
- Held-for-trading securities (HFT): 2,572,575
- Available-for-sale securities (AFS): 25,750,072
- Trading and AFS securities that meet Level 1 assets definition: 17,749,476
- Trading and AFS securities that meet Level 2 assets definition (with haircuts): 7,129,495
- Trading and AFS securities indicator: 3,443,676
Level 3 Assets
- Level 3 assets indicator: 1,411,951
Cross-Jurisdictional Activity Indicators
Cross-Jurisdictional Claims
- Cross-jurisdictional claims indicator: 31,099,230
Cross-Jurisdictional Liabilities
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 8,130,577
- Any foreign liabilities to related offices included in item 13.a: 3,695,227
- Local liabilities in local currency (excluding derivatives activity): 3,737,792
- Cross-jurisdictional liabilities indicator: 8,173,142
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