EBA欧洲银行-Santander_2页_76kb

Santander Summary Report

Core Information

• Bank Name: Santander
• GSIB Status: Yes
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-07-19
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Public Disclosure Date: 2018-04-27
• Language of Public Disclosure: Spanish
• Web Address of Public Disclosure: https://www.santander.com/csgs/Satellite/CFWCSancomQPC

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Total Exposures

Derivatives

• Counterparty exposure of derivatives contracts: 9,765
• Capped notional amount of credit derivatives: 1,464
• Potential future exposure of derivative contracts: 29,703

Securities Financing Transactions (SFTs)

• Adjusted gross value of SFTs: 51,418
• Counterparty exposure of SFTs: 3,784

Other Assets

• Other assets: 1,299,176

Off-Balance Sheet Items

• Items subject to a 0% CCF: 90,767
• Items subject to a 20% CCF: 69,994
• Items subject to a 50% CCF: 109,065
• Items subject to a 100% CCF: 22,117

Regulatory Adjustments

• Regulatory adjustments: 31,566

Total Exposures Indicator

• Total exposures prior to regulatory adjustments: 1,495,034.66

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 36,780

  • Certificates of deposit: 0

• Unused portion of committed lines extended to other financial institutions: 13,613

• Holdings of securities issued by other financial institutions:

  • Secured debt securities: 6,289
  • Senior unsecured debt securities: 20,102
  • Subordinated debt securities: 413
  • Commercial paper: 0
  • Equity securities: 6,196
  • Offsetting short positions in relation to the specific equity securities included in item 3.c.(5): 663

• Net positive current exposure of SFTs with other financial institutions: 1,294

• Over-the-counter derivatives with other financial institutions that have a net positive fair value:

  • Net positive fair value: 2,574
  • Potential future exposure: 9,833

• Intra-financial system assets indicator: 96,431

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: 60,041
  • Deposits due to non-depository financial institutions: 54,261
  • Loans obtained from other financial institutions: 0

• Unused portion of committed lines obtained from other financial institutions: 11,328

• Net negative current exposure of SFTs with other financial institutions: 472

• Over-the-counter derivatives with other financial institutions that have a net negative fair value:

  • Net negative fair value: 4,816
  • Potential future exposure: 20,291

• Intra-financial system liabilities indicator: 151,209

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Securities Outstanding

• Secured debt securities: 87,684

• Senior unsecured debt securities: 92,235

• Subordinated debt securities: 20,987

• Commercial paper: 13,362

• Certificates of deposit: 6,506

• Common equity: 101,344

• Preferred shares and other subordinated funding: 404

• Securities outstanding indicator: 322,521

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Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (excluding intragroup payments)

• Australian dollars (AUD): 1061

• Brazilian real (BRL): 377,302

• Canadian dollars (CAD): 43,709

• Swiss francs (CHF): 48,665

• Chinese yuan (CNY): 81,607

• Euros (EUR): 3,080,742

• British pounds (GBP): 1,097,489

• Hong Kong dollars (HKD): 86,177

• Indian rupee (INR): 33

• Japanese yen (JPY): 32,167

• Mexican pesos (MXN): 3,044,369

• Swedish krona (SEK): 20,963

• United States dollars (USD): 4,691,180

• Payments activity indicator: 12,622,725

Assets Under Custody

• Assets under custody indicator: 1,016,219

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Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: 3,172
• Debt underwriting activity: 55,324
• Underwriting activity indicator: 58,496

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Complexity Indicators

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

• OTC derivatives cleared through a central counterparty: 2,990,127
• OTC derivatives settled bilaterally: 1,683,574
• OTC derivatives indicator: 4,673,700

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Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 57,535

• Available-for-sale securities (AFS): 120,405

• Trading and AFS securities that meet the definition of Level 1 assets: 136,434

• Trading and AFS securities that meet the definition of Level 2 assets, with haircuts: 21,550

• Trading and AFS securities indicator: 19,956

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Level 3 Assets

• Level 3 assets indicator: 1,360

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator: 935,174

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): 185,912

  • Any foreign liabilities to related offices included in item 13.a: 25,759

• Local liabilities in local currency (excluding derivatives activity): 649,279

• Cross-jurisdictional liabilities indicator: 809,433