EBA欧洲银行-Bayern-LB-2015_2页_185kb

BayernLB General Bank Data Summary

Core Information

• Bank Name: BayernLB
• Country Code: DE
• Reporting Date: 2015-12-31
• Reporting Currency: EUR
• Euro Conversion Rate: 1
• Public Disclosure Date: 2016-04-29
• Language of Public Disclosure: German
• Web Address of Public Disclosure: [http://www.bayernib.de/internet/media/de/internet 4/de 1/downloads](http://www.bayernib.de/internet/media/de/internet 4/de 1/downloads)
• Reporting Unit: 1,000
• Accounting Standard: IFRS

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 5,870,434
• Capped Notional Amount of Credit Derivatives: 80,926
• Potential Future Exposure of Derivative Contracts: 4,498,129
• Adjusted Gross Value of SFTs: 4,731,052
• Counterparty Exposure of SFTs: 115,372
• Other Assets: 194,801,342
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 19,971,784
  • 20% CCF: 2,768,282
  • 50% CCF: 26,775,219
  • 100% CCF: 3,196,687
• Total Exposures Indicator (Prior to Regulatory Adjustments): 229,232,386

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 32,618,326
  • Certificates of Deposit: 0
• Unused Portion of Committed Lines to Other Financial Institutions: 3,533,825
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 8,237,858
  • Senior Unsecured Debt Securities: 2,479,093
  • Subordinated Debt Securities: 0
  • Commercial Paper: 0
  • Equity Securities: 208,227
  • Offsetting Short Positions: 134,722
• Net Positive Current Exposure of SFTs with Other Financial Institutions: 2,014,054
• Over-the-Counter Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 1,274,859
  • Potential Future Exposure: 675,863
• Intra-Financial System Assets Indicator: 50,907,383

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 57,819,412
  • Deposits Due to Non-Depository Financial Institutions: 25,184,435
  • Loans from Other Financial Institutions: 0
• Unused Portion of Committed Lines from Other Financial Institutions: 0
• Net Negative Current Exposure of SFTs with Other Financial Institutions: 4,100,481
• Over-the-Counter Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 3,761,934
  • Potential Future Exposure: 2,692,309
• Intra-Financial System Liabilities Indicator: 93,558,571

Securities Outstanding

• Secured Debt Securities: 13,231,525
• Senior Unsecured Debt Securities: 16,757,684
• Subordinated Debt Securities: 3,397,730
• Commercial Paper: 1,778,668
• Certificates of Deposit: 303,652
• Common Equity: 0
• Preferred Shares and Subordinated Funding: 0
• Securities Outstanding Indicator: 35,469,259

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (Excluding Intragroup Payments):
  • AUD: 3,275,383
  • BRL: 0
  • CAD: 36,265,491
  • CHF: 45,316,849
  • CNY: 50,609,742
  • EUR: 1,093,013,287
  • GBP: 136,052,085
  • HKD: 1,409,114
  • INR: 152
  • JPY: 13,985,924
  • SEK: 4,785,831
  • USD: 495,843,080
• Payments Activity Indicator: 1,880,556,938

Assets Under Custody

• Assets Under Custody Indicator: 86,454,920

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 7,531,471
• Underwriting Activity Indicator: 7,531,471

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • Cleared through Central Counterparty: 676,939,412
  • Bilaterally Settled: 1,115,966,749
• OTC Derivatives Indicator: 1,792,906,161

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 2,313,393
• Available-for-Sale Securities (AFS): 27,609,852
• Level 1 Assets (HFT and AFS): 15,189,519
• Level 2 Assets (HFT and AFS with Haircuts): 7,815,083
• Trading and AFS Securities Indicator: 6,918,643

Level 3 Assets

• Level 3 Assets Indicator: 1,901,153

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 35,237,279
• Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency): 21,524,586
  • Foreign Liabilities to Related Offices: 4,152,102
• Local Liabilities in Local Currency (Excluding Derivatives Activity): 3,026,060
• Cross-Jurisdictional Liabilities Indicator: 20,398,544