EBA欧洲银行-Sabadell-2018_2页_182kb

Sabadell Bank Summary

Core Information

• Bank Name: Banco de Sabadell, S.A.
• Country Code: ES (Spain)
• Reporting Date: 2018-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Submission Date: 2019-05-03
• Reporting Unit: 1 000
• Accounting Standard: IFRS
• Public Disclosure Date: 2019-04-30
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.grubancsabadell.com/en/XTD/INDEX/?url=https:

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Size Indicator

The total exposures indicator is calculated based on the sum of various exposures and adjusted for regulatory factors. The total exposures prior to regulatory adjustments amount to €224,944,838.69.

• Derivatives:

  • Counterparty exposure: €879,680
  • Capped notional amount of credit derivatives: €74,000
  • Potential future exposure: €1,502,491

• Securities Financing Transactions (SFTs):

  • Adjusted gross value: €33,585
  • Counterparty exposure: €120,925

• Other Assets: €212,988,597

• Gross Notional Amount of Off-Balance Sheet Items:

  • 0% CCF: €9,455,642
  • 20% CCF: €13,456,915
  • 50% CCF: €8,606,177
  • 100% CCF: €1,405,525

• Regulatory Adjustments: €3,187,585

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: €3,863,916

  • Certificates of deposit: €263,467

• Unused portion of committed lines extended to other financial institutions: €416,884

• Holdings of securities issued by other financial institutions:

  • Senior unsecured debt securities: €676,135
  • Equity securities: €195,311

• Net positive current exposure of SFTs: €726,039

• Over-the-counter derivatives with net positive fair value:

  • Net positive fair value: €368,085
  • Potential future exposure: €707,995

• Intra-financial system assets indicator: €6,959,166

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:

  • Deposits due to depository institutions: €2,622,303
  • Deposits due to non-depository financial institutions: €12,864,679

• Unused portion of committed lines obtained from other financial institutions: €30,182

• Net negative current exposure of SFTs: €14,404

• Over-the-counter derivatives with net negative fair value:

  • Net negative fair value: €30,222
  • Potential future exposure: €248,982

• Intra-financial system liabilities indicator: €15,810,772

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Securities Outstanding

• Secured debt securities: €12,332,006

• Senior unsecured debt securities: €3,979,311

• Subordinated debt securities: €1,836,344

• Commercial paper: €3,276,336

• Certificates of deposit: €0

• Common equity: €5,629,778

• Preferred shares and other subordinated funding: €1,150,000

• Securities outstanding indicator: €28,203,775

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Substitutability/Financial Institution Infrastructure Indicators

Payments Made in the Reporting Year (excluding intragroup payments)

• Australian dollars (AUD): €38,697

• Brazilian real (BRL): €0

• Canadian dollars (CAD): €50,474

• Swiss francs (CHF): €56,932

• Chinese yuan (CNY): €26,027

• Euros (EUR): €224,716,342

• British pounds (GBP): €1,109,435

• Hong Kong dollars (HKD): €35,969

• Japanese yen (JPY): €99,151

• Mexican pesos (MXN): €271,421

• United States dollars (USD): €13,325,927

• Payments activity indicator: €239,768,357

Assets Under Custody

• Assets under custody indicator: €71,037,495

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Underwritten Transactions in Debt and Equity Markets

• Equity underwriting activity: €0
• Debt underwriting activity: €522,217
• Underwriting activity indicator: €522,217

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Complexity Indicators

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

• OTC derivatives cleared through a central counterparty: €88,451,847
• OTC derivatives settled bilaterally: €89,694,766
• OTC derivatives indicator: €178,146,613

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Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): €466,004

• Available-for-sale securities (AFS): €13,247,056

• Level 1 assets: €11,475,137

• Level 2 assets with haircuts: €475,169

• Trading and AFS securities indicator: €1,762,754

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Level 3 Assets

• Level 3 assets indicator: €128,194

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Cross-Jurisdictional Activity Indicators

Cross-Jurisdictional Claims

• Cross-jurisdictional claims indicator: €78,571,576

Cross-Jurisdictional Liabilities

• Foreign liabilities (excluding derivatives and local liabilities in local currency): €18,504,791
• Local liabilities in local currency (excluding derivatives activity): €43,701,902
• Cross-jurisdictional liabilities indicator: €62,206,693