EBA欧洲银行-Danske-Bank-2018_2页_182kb

Danske Bank Summary

Core Information

• Bank Name: Danske Bank
• Country Code: DK
• Reporting Date: 2018-12-31
• Reporting Currency: DKK
• Euro Conversion Rate: 0.133917212
• Submission Date: 2019-06-04
• Reporting Unit: 1,000,000
• Accounting Standard: IFRS
• Public Disclosure Date: 2018-12-31
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://danskebank.com/-/media/danske-bank-com/file-cloud/2

---

Key Indicators

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 41,322
• Capped Notional Amount of Credit Derivatives: 4,169
• Potential Future Exposure of Derivative Contracts: 151,022
• Adjusted Gross Value of SFTs: 325,248
• Counterparty Exposure of SFTs: 10,223
• Other Assets: 2,489,231
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 61,499
  • 20% CCF: 114,585
  • 50% CCF: 431,403
  • 100% CCF: 26,557
• Regulatory Adjustments: 15,523
• Total Exposures Indicator (Prior to Regulatory Adjustments): 3,292,540.40

---

Intra-Financial System Assets

• Funds Deposited with Other Financial Institutions: 39,817
  • Certificates of Deposit: 1,447
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 2,112
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 260,649
  • Senior Unsecured Debt Securities: 2,478
  • Subordinated Debt Securities: 2,478
  • Commercial Paper: 1,447
  • Equity Securities: 21,410
  • Offsetting Short Positions in Equity Securities: 3,219
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 607
• OTC Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 1,452
  • Potential Future Exposure: 23,653
• Intra-Financial System Assets Indicator: 352,884

---

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits due to Depository Institutions: 41,331
  • Deposits due to Non-Depository Financial Institutions: 211,037
  • Loans Obtained from Other Financial Institutions: 0
• Unused Portion of Committed Lines Obtained from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 40
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 3,504
  • Potential Future Exposure: 40,518
• Intra-Financial System Liabilities Indicator: 296,430

---

Securities Outstanding

• Secured Debt Securities: 970,518
• Senior Unsecured Debt Securities: 127,529
• Subordinated Debt Securities: 19,242
• Commercial Paper: 8,402
• Certificates of Deposit: 11,954
• Common Equity: 115,488
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 1,253,133

---

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 6,157
  • BRL: 0
  • CAD: 38,542
  • CHF: 17,605
  • CNY: 1,348
  • EUR: 2,725,192
  • GBP: 589,411
  • HKD: 1,619
  • INR: 542
  • JPY: 11,111
  • MXN: 3,354
  • SEK: 1,225,377
  • USD: 1,161,684
• Payments Activity Indicator: 5,781,942

---

Assets Under Custody

• Assets Under Custody Indicator: 1,080,464

---

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 214,830
• Underwriting Activity Indicator: 214,830

---

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 29,094,637
  • Settled Bilaterally: 15,332,071
• OTC Derivatives Indicator: 44,426,708

---

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 214,324
• Available-for-Sale Securities (AFS): 74,284
• Level 1 Assets (HFT and AFS): 273,039
• Level 2 Assets (HFT and AFS with Haircuts): 11,959
• Trading and AFS Securities Indicator: 3,610

---

Level 3 Assets

• Level 3 Assets Indicator: 6,197

---

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator (Total Foreign Claims on an Ultimate Risk Basis): 1,256,347
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 980,541
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 550,058
• Cross-Jurisdictional Liabilities Indicator: 1,530,599

---

Summary of Key Financial Metrics

• Total Exposures: 3,292,540.40 DKK
• Intra-Financial System Assets: 352,884 DKK
• Intra-Financial System Liabilities: 296,430 DKK
• Securities Outstanding: 1,253,133 DKK
• OTC Derivatives: 44,426,708 DKK
• Cross-Jurisdictional Claims: 1,256,347 DKK
• Cross-Jurisdictional Liabilities: 1,530,599 DKK

These indicators provide a comprehensive overview of Danske Bank's exposure, interconnectedness, and cross-jurisdictional activities, reflecting its role and risk profile in the financial system.